-36.6%
DT vs CDW
-4.0%
-32.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | 0.0% |
| 7D | +3.1% | +9.3% | -6.2% | -0.5% |
| 30D | -29.5% | +14.4% | -43.9% | -33.4% |
| 3M | -11.7% | +21.4% | -33.1% | -19.1% |
| 6M | +29.0% | +72.8% | -43.8% | -0.7% |
| YTD | +3.4% | +28.0% | -24.7% | -11.3% |
| 1Y | -4.2% | +19.3% | -23.6% | -14.8% |
| 3Y | -12.8% | -15.3% | +2.5% | -12.0% |
| All | -36.6% | -4.0% | -32.6% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling